TY - JOUR
T1 - Rough sets based prediction model of tick-wise price fluctuations
AU - Matsumoto, Yoshiyuki
AU - Watada, Junzo
PY - 2011/6
Y1 - 2011/6
N2 - Rough sets theory was proposed by Z. Pawlak in 1982. This theory enables us to mine knowledge granules through a decision rule from a database, a web base, a set and so on. We can apply the decision rule to reason, estimate, evaluate, or forecast unknown objects. In this paper, the rough set model is used to analyze of time series data of tick-wise price fluctuation, whereknowledge granules are mined from the data set of tick-wise price fluctuations.
AB - Rough sets theory was proposed by Z. Pawlak in 1982. This theory enables us to mine knowledge granules through a decision rule from a database, a web base, a set and so on. We can apply the decision rule to reason, estimate, evaluate, or forecast unknown objects. In this paper, the rough set model is used to analyze of time series data of tick-wise price fluctuation, whereknowledge granules are mined from the data set of tick-wise price fluctuations.
KW - Rough sets
KW - Tick-wise price
KW - Time-series data
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M3 - Article
AN - SCOPUS:79959196686
VL - 15
SP - 449
EP - 453
JO - Journal of Advanced Computational Intelligence and Intelligent Informatics
JF - Journal of Advanced Computational Intelligence and Intelligent Informatics
SN - 1343-0130
IS - 4
ER -